+40.5%
CSCO vs EFX
-10.6%
+51.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.1% |
| 7D | +6.6% | -3.6% | +10.2% | +6.1% |
| 30D | -11.3% | +25.3% | -36.6% | -9.5% |
| 3M | -17.3% | +3.8% | -21.1% | -16.6% |
| 6M | +3.5% | +12.7% | -9.2% | +5.2% |
| YTD | +34.9% | -13.1% | +48.0% | +39.7% |
| 1Y | +40.5% | -9.3% | +49.8% | +45.6% |
| All | +40.5% | -10.6% | +51.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling